DTR Trading

A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.

Tuesday, December 12, 2017

Iron Condor Results Summary - Part 6 - IC Returns vs Initial Conditions Correlation

In the last article , we looked at correlations between Iron Condor returns and Iron Condor structures / trade management. Specifically, we ...

Wednesday, December 6, 2017

Iron Condor Results Summary - Part 5 - IC Structure vs Metrics Correlation

In the last article, posted way back in August, I looked at the Iron Condor structures that appeared to perform the best for each of the sev...

Sunday, October 29, 2017

Broken Wing Butterfly Price and Volatility - CDN

In the last two posts ( RTT and 60/40/20 ), we looked at how implied volatility (IV) and price of the option strikes in two broken wing bu...

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